Annals of Operations Research, Volume 266
Volume 266, Numbers 1-2, July 2018
Analytical Models for Financial Modeling and Risk Management.
, Maria Rosa Borges
: Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk. 71-100
, Bernard Hanzon
: Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex. 101-127
: Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan? 441-498